Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 34960.97 61 - 67 Days No 1160.24 7-30 Days IG-7 37127.07 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 8627.29 61 - 67 Days No 100.08 7-30 Days IG-8 7980.62 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41839.88 61 - 67 Days No 1362.19 <7 Days L-1 41213.55 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 14573.52 61 - 67 Days No 596.30 <7 Days L-10 13328.29 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 27834.75 61 - 67 Days No 701.03 31-90 Days L-11 27807.58 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31134.93 61 - 67 Days Yes 510.86 <7 Days L-2 28817.58 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 3457.11 61 - 67 Days Yes 46.05 31-90 Days L-3 3657.01 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19711.25 61 - 67 Days Yes 531.79 31-90 Days L-4 18842.80 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5445.04 61 - 67 Days No 95.62 7-30 Days L-5 5918.07 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12105.06 61 - 67 Days No 547.08 <7 Days L-6 12002.82 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37126.61 61 - 67 Days Yes 972.66 31-90 Days L-7 35218.72 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 15026.62 61 - 67 Days Yes 555.44 31-90 Days L-8 14022.64 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 9608.61 61 - 67 Days No 65.59 <7 Days L-9 9412.95 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 28311.06 61 - 67 Days Yes 703.66 7-30 Days LC-1 29510.83 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19069.59 61 - 67 Days Yes 884.54 7-30 Days LC-2 19331.61 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 19475.76 61 - 67 Days Yes 373.61 <7 Days N-1 19249.94 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 12958.83 61 - 67 Days Yes 387.03 <7 Days N-2 12943.98 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36495.81 61 - 67 Days No 516.41 <7 Days N-3 34484.89 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16515.16 61 - 67 Days Yes 550.51 7-30 Days N-4 15243.69 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33958.09 61 - 67 Days Yes 128.54 <7 Days N-5 33826.58 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 36242.66 61 - 67 Days No 625.63 7-30 Days N-6 39310.11 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26976.37 61 - 67 Days Yes 619.23 7-30 Days N-7 27146.55 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23079.37 61 - 67 Days Yes 306.99 31-90 Days P-1 21076.61 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18218.38 61 - 67 Days No 787.36 31-90 Days P-2 16938.24 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41297.96 61 - 67 Days No 587.23 <7 Days S-8 40765.08 No T+2 No Yes Liberty Capital Markets Inc. Funding